能源价格系统在随机干扰作用下的分岔研究

采用Khasminskii极限定理,随机平均法和FPK方程,研究了能源价格系统在随机干扰作用下的Hopf分岔特性,得到了分岔参数,并讨论了分岔参数对系统性态的影响.进而得出能源经济系统的相关结论.     

Semi-linear degenerate backward stochastic partial differential equations and associated forward–backward stochastic differential equations

In this paper, we consider the Cauchy problem of semi-linear degenerate backward stochastic partial differential equations (BSPDEs) under general settings without technical assumptions on the coefficients. For the solution of semi-linear degenerate BSPDE, we first give a proof for its existence and uniqueness, as well as regularity. Then the connection between semi-linear degenerate BSPDEs and forward–backward stochastic differential equations (FBSDEs) is established, which can be regarded as an extension of the Feynman–Kac formula to the non-Markovian framework.     

FC模 型视角下基础设施建设与工业区位分布

最初的工业区位论过多从静态角度分析基础设施数量对工业区位分布影响,往往忽视基础设施效率的影响．基于此,本文在政府、消费者、企业三方博弈的基础上,探求扩展FC模型下短期及长期均衡条件,进而讨论基础设施数量及效率如何影响区域间产业分布格局．研究发现：基础设施效率影响着劳动力流动,从而影响着其他要素的区域分布．结果表明,不是基础设施数量而是基础设施交易效率影响了工业区位分布．也就是说,基础设施在落后地区的投入并非越多越好,而是效率越高越好．     

On a new set-valued stochastic integral with respect to semimartingales and its applications

We present a new approach to a concept of a set-valued stochastic integral with respect to semimartingales. Such an integral, called set-valued stochastic up-trajectory integral, is compatible with the decomposition of the semimartingale. Some properties of this integral are stated. We show applicability of the new integral in set-valued stochastic integral equations driven by multidimensional semimartingales. The uniqueness theorem is presented. Then we extend the notion of the set-valued stochastic up-trajectory integral to definition of a fuzzy stochastic up-trajectory integral with respect to semimartingales. A result on uniqueness of a solution to fuzzy stochastic integral equations incorporating the new fuzzy stochastic up-trajectory integral driven by the multidimensional semimartingale is stated.     

一类随机适应序列部分和的局部极限定理的一个注记

研究了一类随机适应序列的强极限定理,推广了最近发表的几个结果,并进一步推广了Borel—Cantelli引理．     

考虑均衡性的不确定时间车辆调度问题研究

本文针对车辆调度实际运行过程中时间的不确定性问题,提出了包含时间窗口、车辆容量约束的配送服务线路随机规划模型,以最小化调用的车辆数目和运行距离,降低顾客的不满意度并且尽可能保证每条路线的均衡性。结合模型,给出了基于禁忌搜索的混合启发式算法,并且生成多个算例,依据算例结果说明模型和算法优越性,同时说明可以在不降低顾客满意度和不提高总运输成本的基础上,降低各条线路之间的时间差异。     

适用于二级与多级评分项目组成的混合测试的加权最大似然潜在特质估计（英文）

提出适用于二级与多级评分项目组成的混合测试的加权最大似然潜在特质估计.使用N-R算法获得WML估计,并给出相关方程的详细推导.为探讨WML的性能,进行了模拟研究,所得到的结果表明,WML的估计比最大似然估计（MLE）具有更好的性能.最后,基于一个实际例子对该方法进行了实证研究.     

Optimal bond portfolios with fixed time to maturity

We study interest rate models where the term structure is given by an affine relation and in particular where the driving stochastic processes are so-called generalized Ornstein–Uhlenbeck processes.     

The inventory models under conditional trade credit in a supply chain system

In several recent investigations dealing with the economic order quantity with permissible delay in payments, the following assumptions are made: